fCreateKernelMatrix: Create the matrix of kernel functions
In SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction

Creates a J x J matrix [ w(u_i,u_j) ] where J is the number of cashflow times in the calibration set

1	fCreateKernelMatrix(times, fKernel)

`times`	a vector of cashflow times
`fKernel`	a kernel to apply (a function of times x times returning a matrix )

SmithWilsonYieldCurve documentation built on May 2, 2019, 2:16 a.m.

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